"Fitting the Nigeria Stock Market Return Series Using GARCH Models"
written by Anatole A. Klyosov, Igor L. Rozhanskii,
published by Theoretical Economics Letters, Vol.7 No.7, 2017
has been cited by the following article(s)：
Unravelling the Cipher of Indian Rupee's Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models